+302.8%
SHEL vs QLD
+9,036.4%
-8,733.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | +0.6% | +1.7% | +2.0% |
| 30D | +6.8% | -0.1% | +7.0% | +6.7% |
| 3M | +8.1% | -8.4% | +16.5% | +9.5% |
| 6M | +14.4% | +32.2% | -17.8% | +1.4% |
| YTD | +30.0% | +28.9% | +1.1% | +15.9% |
| 1Y | +33.3% | +43.8% | -10.5% | +13.8% |
| 3Y | +66.4% | +176.6% | -110.1% | +6.0% |
| 5Y | +178.6% | +121.6% | +57.0% | +74.1% |
| 10Y | +198.4% | +1,652.9% | -1,454.5% | -33.7% |
| All | +302.8% | +9,036.4% | -8,733.6% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling